Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47495.8 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46097.81 Kr¶

PnL: ---------------------------------------> -790.76 Kr¶

DD now: ---------------------------------> -2.332 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 16:41:45.136669'

Anic Portfolio¶

Today¶

Return: 0.393 %¶

This Week¶

Return: -0.871 %¶

Total¶

Return: 55.489 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 1.140000 2803.500000 167.500000 6.350000 2636.000010
HMS Networks 2 -0.100000 790.000000 117.000000 17.380000 673.000000
Nordea Bank Abp 29 0.920000 3515.380000 61.380000 1.780000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.670000 408.000000 53.000000 14.930000 355.000000
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
Corem Property Group B 59 2.860000 615.960000 38.960000 6.750000 576.999999
Resurs Holding 22 2.780000 610.280000 36.280000 6.320000 573.999998
SAAB B 8 -0.950000 3410.400000 33.400000 0.990000 3377.000000
Swedbank A 3 2.320000 589.200000 25.200000 4.470000 564.000000
Boozt 12 0.430000 1678.800000 24.800000 1.500000 1653.999996
AcadeMedia 12 0.500000 581.520000 24.520000 4.400000 557.000004
Intrum 4 0.220000 546.000000 19.000000 3.610000 527.000000
Securitas B 6 2.080000 588.120000 18.120000 3.180000 570.000000
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.120000 553.280000 10.280000 1.890000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.700000 255.840000 9.840000 4.000000 246.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Coor Service Management Hold. 8 0.820000 540.000000 8.000000 1.500000 532.000000
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.190000 541.000000 -5.000000 -0.920000 546.000000
International Petroleum Corp. 5 4.350000 576.000000 -18.570000 -3.120000 594.565215
Midsona B 63 -1.000000 562.590000 -20.410000 -3.500000 582.999984
CTEK 13 -4.210000 508.300000 -25.700000 -4.810000 533.999999
Essity B 2 -2.400000 536.000000 -38.000000 -6.620000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -2.000000 1076.000000 -73.000000 -6.350000 1149.000000
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.370000 2792.400000 -178.600000 -6.010000 2971.000006
OX2 18 1.970000 1446.300000 -217.700000 -13.080000 1663.999992
Axfood 13 0.450000 3484.000000 -272.000000 -7.240000 3756.000001
Ovzon 52 0.000000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 46097.810000 -790.760000 -2.33208% 46888.564618

Updated:¶

'2023-01-27 16:41:58.512983'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶